MMM option chain 3M Company

Expiration Cboe delayed options data · as of 12:40 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±21.6% (128.65–199.75) · ATM IV 29.1% · P/C open interest 0.91

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
72.60	76.25			40.9%	0.97	0.0011	0.000	90	0.5000	2.25		1	42.8%	-0.03	0.0011	-0.005
68.00	71.65			39.2%	0.97	0.0014	0.000	95	0.5900	1.05		3	35.4%	-0.04	0.0014	-0.006
63.50	67.45			38.9%	0.96	0.0017	0.000	100	0.5000	3.25		4	39.4%	-0.05	0.0018	-0.007
59.30	62.90			38.0%	0.94	0.0022	-0.000	105	0.5000	2.49		6	34.3%	-0.06	0.0022	-0.009
54.60	58.50			36.0%	0.93	0.0027	-0.002	110	0.5000	4.05		318	35.1%	-0.07	0.0028	-0.010
50.30	54.25		7	35.0%	0.91	0.0032	-0.005	115	1.10	4.55		8	34.3%	-0.09	0.0034	-0.012
46.15	49.55			33.2%	0.89	0.0039	-0.007	120	1.00	5.00		37	31.9%	-0.11	0.0040	-0.014
42.05	45.55		1	32.5%	0.87	0.0045	-0.010	125	2.01	5.70		10	31.6%	-0.14	0.0047	-0.016
38.75	42.00		48	33.1%	0.84	0.0052	-0.012	130	4.25	5.25		5	30.9%	-0.17	0.0054	-0.018
34.55	38.35		3	31.9%	0.81	0.0059	-0.014	135	5.40	6.05	1	2	30.1%	-0.20	0.0061	-0.019
31.25	34.10		1	30.9%	0.77	0.0066	-0.017	140	6.50	9.05		7	31.4%	-0.24	0.0068	-0.021
28.35	30.20	4	3	30.3%	0.73	0.0072	-0.019	145	8.30	9.10		14	29.7%	-0.27	0.0075	-0.022
25.30	28.45		4	31.2%	0.70	0.0078	-0.020	150	9.55	12.20		65	30.2%	-0.32	0.0081	-0.024
22.45	25.40			30.8%	0.65	0.0083	-0.022	155	12.05	12.80	12	100	29.1%	-0.36	0.0087	-0.024
19.30	22.10	1	6	29.5%	0.61	0.0087	-0.023	160	14.20	15.95		106	29.6%	-0.41	0.0092	-0.025
16.25	20.25		12	29.2%	0.57	0.0090	-0.023	165	15.75	18.85		206	28.9%	-0.45	0.0096	-0.025
15.20	17.85		15	29.8%	0.52	0.0092	-0.024	170	18.85	21.05		191	28.7%	-0.50	0.0100	-0.025
13.10	15.00	5	89	28.8%	0.48	0.0093	-0.024	175	21.55	23.00		60	27.4%	-0.55	0.0102	-0.025
11.45	12.95	5	142	28.6%	0.44	0.0092	-0.024	180	23.60	27.75		77	27.7%	-0.60	0.0104	-0.025
9.55	11.30		226	28.1%	0.40	0.0091	-0.023	185	28.00	29.80		36	27.2%	-0.64	0.0105	-0.024
8.50	9.75	9	199	28.2%	0.36	0.0088	-0.022	190	31.45	33.40			26.8%	-0.69	0.0105	-0.024
6.85	8.40		17	27.7%	0.32	0.0085	-0.021	195	34.80	37.10			25.9%	-0.74	0.0104	-0.023
4.70	8.65		279	27.9%	0.29	0.0081	-0.020	200	38.55	42.45			26.9%	-0.78	0.0102	-0.021
4.25	5.60		169	27.8%	0.22	0.0072	-0.018	210	47.10	50.40			25.2%	-0.86	0.0090	-0.017
3.25	3.80	3	41	27.5%	0.17	0.0062	-0.015	220	56.20	60.00			24.2%	-0.92	0.0068	-0.009
2.33	3.20	1	2	28.1%	0.13	0.0052	-0.013	230	66.10	69.75				-0.96	0.0044	-0.001
1.22	2.28		60	27.2%	0.10	0.0043	-0.011	240	75.90	79.50				-0.99	0.0027	-0.000

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Sep 17, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MMM option chain 3M Company

Volatility smile — Sep 17, 2027

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